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The lowest metallicity stars that still exist today represent a window into the early Universe. Studying these stars gives us a local avenue to guide our understanding of star formation and supernova feedback in the early Universe, the early build-up of galaxies like our Milky Way, and the epoch of reionization. In this talk I will present recent results of the Pristine survey, a narrow-band photometric survey of the Milky Way designed to get metallicity information for millions of stars very efficiently. I will discuss what we have learned from our analysis of the most metal-poor stars about the early formation of the Milky Way. Moreover, I will highlight the bright future for this type of study in synergy with the upcoming highly-multiplexed spectroscopic surveys.